+706.7%
ETN vs MXL
+313.4%
+393.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.6% | +2.5% |
| 7D | +3.5% | +18.9% | -15.3% | +0.1% |
| 30D | -7.5% | +0.3% | -7.8% | -8.1% |
| 3M | +8.3% | -8.0% | +16.4% | +6.8% |
| 6M | +20.2% | +341.2% | -321.1% | -20.9% |
| YTD | +34.7% | +327.8% | -293.2% | -11.1% |
| 1Y | +19.4% | +364.9% | -345.5% | -23.3% |
| 3Y | +85.5% | +229.2% | -143.7% | +15.5% |
| 5Y | +186.6% | +42.8% | +143.8% | +102.1% |
| All | +706.7% | +313.4% | +393.3% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling